In [34]:

    

from keras.models import Sequential  
from keras.layers.core import Dense, Activation  
from keras.layers.recurrent import LSTM
import csv
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt


    

In [37]:

    

data = pd.read_csv(r'../local_data/naive_c2_q50_s4000_v0.csv')
data.shape


    

    
Out[37]:





(3999, 50)

In [19]:

    

n_in = 1
n_out = 1
n_hidden = 100
n_samples = 2297
n_timesteps = 400


    

In [20]:

    

model = Sequential()  
model.add(LSTM(output_dim=n_hidden, input_dim=n_in, return_sequences=False)) 
model.add(Dense(output_dim=n_out, input_dim=n_hidden))
model.add(Activation("linear"))  
model.compile(loss="mean_squared_error", optimizer="rmsprop")


    

In [ ]: